Morgan Stanley India Fund Market Value
Morgan Stanley's market value is the price at which a share of Morgan Stanley trades on a public exchange. It measures the collective expectations of Morgan Stanley India investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Morgan Stanley India and determine expected loss or profit from investing in Morgan Stanley over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census.
| Symbol | Morgan |
Please note, there is a significant difference between Morgan Stanley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Morgan Stanley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morgan Stanley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Morgan Stanley 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Morgan Stanley's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Morgan Stanley.
| 06/04/2022 |
| 04/24/2024 |
If you would invest 0.00 in Morgan Stanley on June 4, 2022 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley India or generate 0.0% return on investment in Morgan Stanley over 690 days. Morgan Stanley is related to or competes with Vy(r) Clarion, Global Real, Fidelity Real, Dreyfus Global, Aew Real, and Us Real. More
Morgan Stanley Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Morgan Stanley's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Morgan Stanley India upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8141 | |||
| Information Ratio | 0.0079 | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.23 |
Morgan Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Stanley's standard deviation. In reality, there are many statistical measures that can use Morgan Stanley historical prices to predict the future Morgan Stanley's volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.0568 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0069 | |||
| Treynor Ratio | 0.2272 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Morgan Stanley India Backtested Returns
We consider Morgan Stanley very steady. Morgan Stanley India has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the fund. Please verify Morgan Stanley's Risk Adjusted Performance of 0.0907, mean deviation of 0.5236, and Downside Deviation of 0.8141 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The fund secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Morgan Stanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morgan Stanley is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Morgan Stanley India has weak reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 4th of June 2022 to 15th of May 2023 and 15th of May 2023 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Morgan Stanley India price movement. The serial correlation of -0.25 indicates that over 25.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
Morgan Stanley India lagged returns against current returns
Autocorrelation, which is Morgan Stanley mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Morgan Stanley's mutual fund expected returns. We can calculate the autocorrelation of Morgan Stanley returns to help us make a trade decision. For example, suppose you find that Morgan Stanley has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Morgan Stanley regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Morgan Stanley mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Morgan Stanley Lagged Returns
When evaluating Morgan Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Stanley mutual fund have on its future price. Morgan Stanley autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Morgan Stanley autocorrelation shows the relationship between Morgan Stanley mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley India.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Morgan Stanley in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Morgan Stanley's short interest history, or implied volatility extrapolated from Morgan Stanley options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Alpha and Beta module to complement your research on Morgan Stanley. For more information on how to buy Morgan Mutual Fund please use our How to Invest in Morgan Stanley guide.Note that the Morgan Stanley India information on this page should be used as a complementary analysis to other Morgan Stanley's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Morgan Stanley technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.